+231.1%
GM vs MDT
+39.8%
+191.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.1% |
| 7D | -2.4% | -3.4% | +1.0% | -0.4% |
| 30D | -1.1% | +0.2% | -1.3% | -1.3% |
| 3M | +6.1% | +14.3% | -8.1% | -2.7% |
| 6M | +15.0% | +4.0% | +11.0% | +11.3% |
| YTD | +6.0% | -3.7% | +9.7% | +7.1% |
| 1Y | +47.1% | -0.4% | +47.4% | +44.9% |
| 3Y | +170.5% | +23.3% | +147.2% | +126.4% |
| 5Y | +80.5% | -18.9% | +99.4% | +98.0% |
| All | +231.1% | +39.8% | +191.2% | +168.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MDT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling